Advances in Financial Machine Learning

Advances in Financial Machine Learning

作者: Marcos Lopez de Prado
出版社: Wiley
出版在: 2018-02-21
ISBN-13: 9781119482086
ISBN-10: 1119482089
裝訂格式: Hardcover
總頁數: 400 頁





內容描述


Machine learning (ML) is changing virtually every aspect of our lives. Today ML algorithms accomplish tasks that until recently only expert humans could perform. As it relates to finance, this is the most exciting time to adopt a disruptive technology that will transform how everyone invests for generations. Readers will learn how to structure Big data in a way that is amenable to ML algorithms; how to conduct research with ML algorithms on that data; how to use supercomputing methods; how to backtest your discoveries while avoiding false positives. The book addresses real-life problems faced by practitioners on a daily basis, and explains scientifically sound solutions using math, supported by code and examples. Readers become active users who can test the proposed solutions in their particular setting. Written by a recognized expert and portfolio manager, this book will equip investment professionals with the groundbreaking tools needed to succeed in modern finance.




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